We are live on
!
Find out more
Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+7.46%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$54B
AUM Growth
+$3.28B
(+6.5%)
Cap. Flow
+$724M
Cap. Flow
% of AUM
1.34%
Top 10 Holdings %
Top 10 Hldgs %
49.67%
Holding
4,754
New
1,010
Increased
848
Reduced
831
Closed
714
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$229M |
| 2 |
Mondelez International
MDLZ
|
+$142M |
| 3 |
General Motors
GM
|
+$104M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$96.1M |
| 5 |
Meta Platforms (Facebook)
META
|
+$63.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$127M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$72.6M |
| 3 |
Morgan Stanley
MS
|
+$67.2M |
| 4 |
Qualcomm
QCOM
|
+$46.1M |
| 5 |
American Airlines Group
AAL
|
+$45.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.78% |
| 2 | Consumer Staples | 0.49% |
| 3 | Technology | 0.48% |
| 4 | Communication Services | 0.46% |
| 5 | Financials | 0.46% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
601
CALL
Suncor Energy
SU
$73.4B
| $6.15M | 0.01% |
221,400
+151,200
| +215% | +$4.13M |
|
602
PUT
Johnson & Johnson
JNJ
$631B
| $6.14M | 0.01% |
52,000
-1,000
| -2% | -$121K |
|
|
WNR
603
CALL
DELISTED
Western Refining Inc
WNR
| $6.14M | 0.01% |
232,000
| – | – |
|
|
SUM
604
CALL
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $6.13M | 0.01% |
+344,914
| New | +$6.68M |
|
605
PUT
NextEra Energy
NEE
$177B
| $6.12M | 0.01% |
200,000
+157,200
| +367% | +$4.95M |
|
606
CALL
EOG Resources
EOG
$74.6B
| $6.09M | 0.01% |
63,000
-156,100
| -71% | -$13.7M |
|
|
TTM
607
PUT
DELISTED
Tata Motors Limited
TTM
| $6.08M | 0.01% |
152,000
-8,000
| -5% | -$310K |
|
|
TFCFA
608
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $6.05M | 0.01% |
250,000
-10,000
| -4% | -$256K |
|
|
CYBR
609
CALL
DELISTED
CyberArk
CYBR
| $6.05M | 0.01% |
122,100
+2,100
| +2% | +$112K |
|
610
CALL
Southwest Airlines
LUV
$22B
| $6.02M | 0.01% |
154,700
+1,600
| +1% | +$60.8K |
|
611
PUT
Thermo Fisher Scientific
TMO
$222B
| $6M | 0.01% |
37,700
+27,400
| +266% | +$4.22M |
|
612
PUT
Cleveland-Cliffs
CLF
$7.13B
| $5.97M | 0.01% |
1,021,100
+431,100
| +73% | +$2.81M |
|
613
PUT
Dollar Tree
DLTR
$24.9B
| $5.97M | 0.01% |
75,600
+26,500
| +54% | +$2.38M |
|
614
American International
AIG
$40.6B
| $5.96M | 0.01% |
100,502
-75,177
| -43% | -$4.3M |
|
615
Tesla
TSLA
$1.31T
| $5.96M | 0.01% |
437,925
+437,415
| +85,768% | +$6.32M |
|
616
CALL
Macy's
M
$6.55B
| $5.94M | 0.01% |
160,300
+148,400
| +1,247% | +$5.38M |
|
617
PUT
Acuity Brands
AYI
$10.6B
| $5.93M | 0.01% |
22,400
+18,300
| +446% | +$4.87M |
|
618
CALL
Bausch Health
BHC
$2.37B
| $5.89M | 0.01% |
240,000
-200,000
| -45% | -$5.18M |
|
619
Alcoa
AA
$13.6B
| $5.89M | 0.01% |
241,659
+158,667
| +191% | +$3.87M |
|
620
CALL
Aflac
AFL
$61.1B
| $5.85M | 0.01% |
162,800
+24,800
| +18% | +$903K |
|
621
CALL
Stellantis
STLA
$21B
| $5.82M | 0.01% |
913,640
+512,040
| +128% | +$3.36M |
|
622
Deere & Co
DE
$164B
| $5.8M | 0.01% |
+68,012
| New | +$5.56M |
|
623
CALL
United Parks & Resorts
PRKS
$2B
| $5.8M | 0.01% |
430,600
-507,900
| -54% | -$6.96M |
|
624
PUT
Illinois Tool Works
ITW
$83.9B
| $5.79M | 0.01% |
48,300
-6,000
| -11% | -$697K |
|
625
PUT
AbbVie
ABBV
$438B
| $5.77M | 0.01% |
91,500
-3,653,900
| -98% | -$237M |
|
Similar funds
HF
Parallax Volatility Advisers's Q3 2016 Portfolio in Review
As of Q3 2016, Parallax Volatility Advisers held 4,754 positions worth $54B, up 6.5% from $50.7B the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Parallax Volatility Advisers's Q3 2016 filing shows 1,010 new, 848 increased, 831 reduced and 714 closed positions. Its largest new stake was Mondelez International: 3,227,770 shares worth $142M. The largest sale was Apple, an estimated $127M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.78% of assets, up from 0.49% a quarter earlier, followed by Consumer Staples and Technology.
- Parallax Volatility Advisers's largest Q3 2016 buy was Mondelez International: 3,227,770 shares worth $142M.
- Parallax Volatility Advisers added most to iShares Russell 2000 ETF in Q3 2016, an estimated $229M increase.
- Parallax Volatility Advisers's biggest Q3 2016 reduction was Apple, cutting an estimated $127M.
- Parallax Volatility Advisers fully exited Qualcomm in Q3 2016, selling an estimated $46.1M.
- Parallax Volatility Advisers's ten largest holdings make up 50% of its $54B portfolio in Q3 2016.
- Parallax Volatility Advisers opened 1,010 new positions and closed 714 in Q3 2016.
- Parallax Volatility Advisers's portfolio value rose 6.5% quarter-over-quarter to $54B.
Based on Parallax Volatility Advisers's 13F filing for Q3 2016, filed 14 Nov 2016.